I think Gunjous coolest moments were in fact when she was in her normal form. Especially when she "made up an excuse" for buying blue characters. Like man, it sounded so adult, a lot more than a lot of real life adults!
There's so many comments - has anyone brought up the theory that Ruby is picking Azurite's costume? Although when she could upgrade, it might be her subconscious realised Ruby wanted her to look risqué, so she made an unwearable costume to force herself back into the garb Ruby wants.
Only visually, at best. Nanoha has never really had a dark and edgy phase like Ruby (though she definitely does have a dark edge under her gentle facade).